-
-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathbollinger_bands.json
68 lines (68 loc) · 1.11 KB
/
bollinger_bands.json
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
{
"capitalRisk": 100000,
"methods": [
{
"method": "DATA",
"name": "time",
"field": "Date"
},
{
"method": "DATA",
"name": "open",
"field": "Open"
},
{
"method": "DATA",
"name": "high",
"field": "High"
},
{
"method": "DATA",
"name": "low",
"field": "Low"
},
{
"method": "DATA",
"name": "close",
"field": "Close"
},
{
"method": "DATA",
"name": "volume",
"field": "Volume"
},
{
"method": "BB",
"name": "bb-upper",
"period": 20,
"stddev": 2,
"output": "upper"
},
{
"method": "BB",
"name": "bb-lower",
"extends": "bb-upper",
"output": "lower"
}
],
"entrySignal": {
"filter": "CROSSOVER",
"signal": "close",
"reference": "bb-lower"
},
"exitSignal": {
"filter": "CROSSUNDER",
"signal": "close",
"reference": "bb-upper"
},
"stopLoss": {
"method": "ATR",
"period": 14,
"multiplier": 2
},
"takeProfit": {
"method": "ATR",
"period": 14,
"multiplier": 6
}
}